Unable to complete download in uTorrent if file goes in downloads folder

I've tried downloading the Sims 4 and whenever I opened the file in uTorrent and was asked what folder to put it in I chose downloads, but it would get to 35% in uTorrent and just freeze my computer. I tried doing it several times, but my computer kept freezing. So I made a file in documents and tried to download it to that file and it completed in uTorrent, but when I tried installing it obviously it couldn't find the file.
Also, in my program files (x86) I don't even see an Electronic Arts folder, but I'm assuming that's because my incorrect download method wouldn't create an EA folder.
I'm not sure what to do, but I know the issue is that I can't download it in uTorrent if i put in my downloads folder! Any suggestions? 

When your hard disk is FAT32 formatted you cannot store files over 4 GB.
You should consider to format in NFTS.
see THIS PAGE